A shrinkage estimator for spectral densities
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Publication:5503385
DOI10.1093/biomet/93.1.179zbMath1152.62376OpenAlexW1968709967MaRDI QIDQ5503385
Carsten H. Botts, Michael J. Daniels
Publication date: 15 January 2009
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/e859e40e632e5b349cab0da6fc916f91223c219a
Asymptotic properties of parametric estimators (62F12) Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Bayesian inference (62F15) Inference from stochastic processes and spectral analysis (62M15) Empirical decision procedures; empirical Bayes procedures (62C12)
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